Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48354.01 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46153.37 Kr¶

PnL: ---------------------------------------> -2068.88 Kr¶

DD now: ---------------------------------> -7.141 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:29:52.787718'

Anic Portfolio¶

Today¶

Return: -0.242 %¶

This Week¶

Return: -0.242 %¶

Total¶

Return: 58.299 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.590000 843.300000 145.300000 20.820000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Stillfront Group 38 -2.070000 710.790000 24.790000 3.610000 686.000016
Nordisk Bergteknik B 130 -2.720000 4186.000000 22.000000 0.530000 4163.999970
Tietoevry 2 -1.270000 653.200000 15.200000 2.380000 638.000000
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Vitec Software Group B 1 -1.890000 494.000000 9.000000 1.860000 485.000000
Tobii Dynavox 109 -2.250000 2727.730000 5.730000 0.210000 2721.999993
SKF A 3 -3.180000 594.000000 1.000000 0.170000 593.000001
SKF B 3 -3.560000 592.800000 -3.200000 -0.540000 596.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
G5 Entertainment 3 -1.360000 567.000000 -5.000000 -0.870000 572.000001
ITAB Shop Concept 56 -1.130000 684.320000 -6.680000 -0.970000 691.000016
Embracer Group B 14 -4.170000 680.750000 -8.250000 -1.200000 689.000004
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
ASSA ABLOY B 2 -1.490000 503.000000 -11.000000 -2.140000 514.000000
Fastighetsbolag. Emilshus Pref 21 -0.760000 544.950000 -17.050000 -3.030000 562.000005
Loomis 6 -2.030000 2025.600000 -17.400000 -0.850000 2043.000000
Husqvarna A 7 -2.880000 614.600000 -18.400000 -2.910000 632.999997
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna B 7 -2.850000 615.160000 -24.840000 -3.880000 639.999997
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Avanza Bank Holding 2 -7.070000 476.000000 -35.000000 -6.850000 511.000000
Swedbank A 3 -3.370000 577.050000 -40.950000 -6.630000 618.000000
Lagercrantz Group B 5 -2.330000 565.500000 -41.500000 -6.840000 607.000000
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Collector Bank 29 -6.490000 1188.860000 -45.140000 -3.660000 1233.999996
Nordea Bank Abp 30 -3.590000 3717.000000 -46.000000 -1.220000 3762.999990
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Mips 1 -2.710000 470.500000 -58.500000 -11.060000 529.000000
Dustin Group 18 -4.780000 609.840000 -60.160000 -8.980000 669.999996
AFRY 3 -2.810000 519.300000 -75.700000 -12.720000 594.999999
Viaplay Group B 4 -5.660000 946.000000 -91.000000 -8.780000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -3.350000 549.100000 -133.900000 -19.600000 683.000007
Beijer Alma B 9 -3.140000 1804.500000 -149.500000 -7.650000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46153.370000 -2068.880000 -7.14102% 48222.250041

Updated:¶

'2023-03-13 12:30:07.127897'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶